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Starbucks Backtesting

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SBUX -- USA Stock  

Fiscal Quarter End: March 31, 2020  

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Starbucks Corporation and determine expected loss or profit from investing in Starbucks over given investment horizon. Additionally, take a look at Starbucks Hype Analysis, Starbucks Correlation, Starbucks Valuation, Starbucks Volatility as well as analyze Starbucks Alpha and Beta and Starbucks Performance.
Symbol
Backtest

Starbucks 'What if' Analysis

0.00
11/29/2019
No Change 0.00  0.0 
In 3 months and 1 day
02/27/2020
0.00
If you would invest  0.00  in Starbucks on November 29, 2019 and sell it all today you would earn a total of 0.00 from holding Starbucks Corporation or generate 0.0% return on investment in Starbucks over 90 days. Starbucks is related to or competes with Biglari Holdings, Dunkin Brands, Bbq Holdings, Flanigans Enterprises, Chipotle Mexican, Dine Brands, and Dominos Pizza. Starbucks Corporation, together with its subsidiaries, operates as a roaster, marketer, and retailer of specialty coffee...

Starbucks Upside/Downside Indicators

Information Ratio0.0285
Maximum Drawdown6.17
Value At Risk(2.76)
Potential Upside1.86

Starbucks Market Premium Indicators

Risk Adjusted Performance(0.014452)
Jensen Alpha(0.013529)
Total Risk Alpha0.0581
Treynor Ratio(0.12)

Starbucks Backtested Returns

Macroaxis considers Starbucks to be very steady. Starbucks owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.096 which indicates the firm had -0.096% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Starbucks Corporation exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Starbucks Risk Adjusted Performance of (0.014452) and Coefficient Of Variation of (5,996) to confirm risk estimate we provide. The entity has beta of 0.2647, which indicates as returns on market increase, Starbucks returns are expected to increase less than the market. However during bear market, the loss on holding Starbucks will be expected to be smaller as well. Even though it is essential to pay attention to Starbucks current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Starbucks Corporation exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Starbucks has an expected return of -0.1314%. Please be advised to validate Starbucks Total Risk Alpha as well as the relationship between Downside Variance and Daily Balance Of Power to decide if Starbucks stock performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation(0.72) 
correlation synergy

Almost perfect reverse predictability

Starbucks Corporation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Starbucks time series from November 29, 2019 to January 13, 2020 and January 13, 2020 to February 27, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Starbucks price movement. The serial correlation of -0.72 indicates that around 72.0% of current Starbucks price fluctuation can be explain by its past prices. Given that Starbucks Corporation has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Starbucks for similar time interval.
Correlation Coefficient-0.72
Spearman Rank Test-0.34
Residual Average0.0
Price Variance7.29

Starbucks lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

Starbucks regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

Starbucks Lagged Returns

 Regressed Prices 
    
  Timeline 

Current Sentiment - SBUX

Starbucks Investor Sentiment

Majority of Macroaxis users are at this time bullish on Starbucks Corporation. What is your outlook on investing in Starbucks Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally, take a look at Starbucks Hype Analysis, Starbucks Correlation, Starbucks Valuation, Starbucks Volatility as well as analyze Starbucks Alpha and Beta and Starbucks Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.